transportation problemkukg.bme.hu/.../2019/04/07_transportation-problem.pdf2019/04/07 · northwest...
TRANSCRIPT
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BME FACULTY OF TRANSPORTATION ENGINEERING AND VEHICLE ENGINEERING32708-2/2017/INTFIN COURSE MATERIAL SUPPORTED BY EMMI
Dr. Tibor SIPOS Ph.D.Dr. Árpád TÖRÖK Ph.D.Zsombor SZABÓ2019
TRANSPORTATION PROBLEM
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Content
Excersises
Streamlined Simplex Method
Introduction
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• Original applications of the linear programming (LP) method
• Basic problem– a company manufactures products at 𝑚 source location (𝑎𝑖, 𝑖 = 1,… ,𝑚)
– demand for the product is distributed among 𝑛 differentabsorption locations (𝑏𝑗, 𝑗 = 1,… , 𝑛)
• Objective: deliver products from source locations toabsorption locations at minimum cost– 𝑐𝑖𝑗: delivery cost of one unit from source location 𝑖 to
absorption location 𝑗
– 𝑐𝑖𝑗𝑥𝑖𝑗: delivery cost of 𝑥𝑖𝑗 units from source location 𝑖 toabsorption location 𝑗
Basic of the transportation method
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min 𝑍 =
𝑖=1
𝑚
𝑗=1
𝑛
𝑐𝑖𝑗𝑥𝑖𝑗
𝑗=1
𝑛
𝑥𝑖𝑗 = 𝑎𝑖 ∀𝑖
𝑖=1
𝑚
𝑥𝑖𝑗 = 𝑏𝑗 ∀𝑗
𝑖=1
𝑚
𝑎𝑖 =
𝑗=1
𝑛
𝑏𝑗 𝑎𝑛𝑑 𝑎𝑖 ≥ 0, 𝑏𝑗 ≥ 0
Linear Programming Method
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• Theorem: For transportation problems where every 𝑎𝑖 and 𝑏𝑗 have an integer value, all the
basic variables (allocations) in every basic feasible (BF) solution (including an optimal one) also have integer values
Integer Solutions Property
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Content
Excersises
Streamlined Simplex Method
Introduction
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Content – Streamlined Simplex Method
Distribution Method
Finding the Initial Solution
Introduction
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Streamlined Simplex Method
• Set up of the tabularform
• Real life examplesσ𝑖=1𝑚 𝑎𝑖 = σ𝑗=1
𝑛 𝑏𝑗– not always fulfilled– dummy supply or
destination has needed to introduce
• There are two steps– Finding the initial
solution– Distribution method
j
i
c11 c12 … c1j … c1n a1
c21 c22 … c2j … c2n a2
… … … … … … …
ci1 ci2 … cij … cin ai
… … … … … … …
cm1 cm2 … cmj … cmn am
b1 b2 … bj … bn
…
i
…
m
1
2
1 2 … j … n
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Example problem
6 3 5 2 7 200
3 7 4 4 1 80
5 2 3 1 6 130
3 5 2 3 2 90
30 210 60 80 120
cij
3
4
1
2
1 2 3 4 5
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Content – Streamlined Simplex Method
Distribution Method
Finding the Initial Solution
Introduction
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• The goal is not to calculate the best solution, butto calculate an initial solution
• Methods
– Northwest corner route
– Minimum Costs Method (Dantzig Method)
– Vogel Initial Programming Method (The Biggest Difference Method)
Finding the initial solution
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Northwest Corner Method
• The maximum possible flow is needto be programmedon the top left corner(cell 11)
– If 𝑏1 > 𝑎1 cell 21 is need to be chosen
– If 𝑏1 < 𝑎1 cell 12 is need to be chosen
30 170 0 0 0 200
0 40 40 0 0 80
0 0 20 80 30 130
0 0 0 0 90 90
30 210 60 80 120
3
4
1
2
xij 1 2 3 4 5
30 ∗ 6 + 170 ∗ 3 + 40 ∗ 7 + 40 ∗ 4 + 20 ∗ 3 + 80 ∗ 1 + 30 ∗ 6 + 90 ∗ 2 = 1630
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0 0 0 0 0 200
0 0 0 0 0 80
0 0 0 0 0 130
0 0 0 0 0 90
30 210 60 80 120
1
2
3
4
1 2 3 4 5xij
Northwest Corner Method
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Northwest Corner Method
30 0 0 0 0 170
0 0 0 0 0 80
0 0 0 0 0 130
0 0 0 0 0 90
0 210 60 80 120
3 4 5
1
xij 1 2
2
3
4
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Northwest Corner Method
30 170 0 0 0 0
0 0 0 0 0 80
0 0 0 0 0 130
0 0 0 0 0 90
0 40 60 80 120
3
4
4 5
1
2
xij 1 2 3
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Northwest Corner Method
30 170 0 0 0 0
0 40 0 0 0 40
0 0 0 0 0 130
0 0 0 0 0 90
0 0 60 80 120
1
2
3
4
1 2 3 4 5xij
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Northwest Corner Method
30 170 0 0 0 0
0 40 40 0 0 0
0 0 0 0 0 130
0 0 0 0 0 90
0 0 20 80 120
3
4
4 5
1
2
xij 1 2 3
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Northwest Corner Method
30 170 0 0 0 0
0 40 40 0 0 0
0 0 20 0 0 110
0 0 0 0 0 90
0 0 0 80 120
1
2
3
4
1 2 3 4 5xij
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Northwest Corner Method
30 170 0 0 0 0
0 40 40 0 0 0
0 0 20 80 0 30
0 0 0 0 0 90
0 0 0 0 120
3
4
4 5
1
2
xij 1 2 3
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Northwest Corner Method
30 170 0 0 0 0
0 40 40 0 0 0
0 0 20 80 30 0
0 0 0 0 0 90
0 0 0 0 90
1
2
3
4
1 2 3 4 5xij
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Northwest Corner Method
30 170 0 0 0 0
0 40 40 0 0 0
0 0 20 80 30 0
0 0 0 0 90 0
0 0 0 0 0
3
4
4 5
1
2
xij 1 2 3
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Minimum Costs Method (Dantzig Method)
• Task: program themaximum possibleflows on source-absorption locationrelations, wherecosts are minimal
• The order:– Red– Orange– Green– Purple
30 160 0 0 1040
0
0 0 0 0 80 0
0 50 0 80 050
0
0 0 60 0 30 0
0160
00 0
40
10
3
4
1
2
xij 1 2 3 4 5
30 ∗ 6 + 160 ∗ 3 + 10 ∗ 7 + 80 ∗ 1 + 50 ∗ 2 + 80 ∗ 1 + 60 ∗ 2 + 30 ∗ 2 = 1170
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06 03 05 02 07 200
03 07 04 04 01 80
05 02 03 01 06 130
03 05 02 03 02 90
30 210 60 80 120
1
2
3
4
1 2 3 4 5xij
Minimum Costs Method (Dantzig Method)
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06 03 05 02 07 200
03 07 04 04 801 0
05 02 03 801 06 50
03 05 02 03 02 90
30 210 60 0 40
1
xij 1 2
2
3
4
3 4 5
Minimum Costs Method (Dantzig Method)
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Minimum Costs Method (Dantzig Method)
06 03 05 02 07 200
03 07 04 04 801 0
05 502 03 801 06 0
03 05 602 03 302 0
30 160 0 0 10
3
4
4 5
1
2
xij 1 2 3
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Minimum Costs Method (Dantzig Method)
06 1603 05 02 07 40
03 07 04 04 801 0
05 502 03 801 06 0
03 05 602 03 302 0
30 0 0 0 10
1
2
3
4
1 2 3 4 5xij
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Minimum Costs Method (Dantzig Method)
06 1603 05 02 07 40
03 07 04 04 801 0
05 502 03 801 06 0
03 05 602 03 302 0
30 0 0 0 10
3
4
4 5
1
2
xij 1 2 3
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Minimum Costs Method (Dantzig Method)
06 1603 05 02 07 40
03 07 04 04 801 0
05 502 03 801 06 0
03 05 602 03 302 0
30 0 0 0 10
1
2
3
4
1 2 3 4 5xij
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Minimum Costs Method (Dantzig Method)
306 1603 05 02 107 0
03 07 04 04 801 0
05 502 03 801 06 0
03 05 602 03 302 0
0 0 0 0 0
3
4
4 5
1
2
xij 1 2 3
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• Differency parameter: difference between costs(𝑐𝑖𝑗) of components having the smallest and the-second-smallest unit cost remained in that rowor column
• Define the row or column which can be characterized by the highest differencyparameter and then from the selectedrow/column choose the elements, which havethe smallest unit costs
Vogel Initial Programming Method
200 ∗ 3 + 80 ∗ 1 + 10 ∗ 2 + 40 ∗ 3 + 80 ∗ 1 + 30 ∗ 3 + 20 ∗ 2 + 40 ∗ 2 = 1110
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Vogel Initial Programming Method
06 03 05 02 07 200 1
03 07 04 04 01 80 2
05 02 03 01 06 130 1
03 05 02 03 02 90 0
30 210 60 80 120
0 1 1 1 1
3
4
bj
ai
1
2
xij 1 2 3 4 5
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Vogel Initial Programming Method
06 03 05 02 07 200 1
-3 -7 -4 -4 801 0 -
05 02 03 01 06 130 1
03 05 02 03 02 90 0
30 210 60 80 40
2 1 1 1 4
2
3
xij 1 2 3 4
4
bj
5 ai
1
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Vogel Initial Programming Method
06 03 05 02 -7 200 1
-3 -7 -4 -4 801 0 -
05 02 03 01 -6 130 1
03 05 02 03 402 50 1
30 210 60 80 0
2 1 1 1 -
1
2
3
4
xij 1 2 3 4 5
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Vogel Initial Programming Method
-6 03 05 02 -7 200 1
-3 -7 -4 -4 801 0 -
-5 02 03 01 -6 130 1
303 05 02 03 402 20 1
0 210 60 80 0
- 1 1 1 -
1
2
3
4
bj
2 3 4 5 aixij 1
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Vogel Initial Programming Method
-6 03 05 -2 -7 200 2
-3 -7 -4 -4 801 0 -
-5 02 03 801 -6 50 1
303 05 02 -3 402 20 3
0 210 60 0 0
- 1 1 - -
4
1
2
3
xij 1 2 3 4 5
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Vogel Initial Programming Method
-6 03 05 -2 -7 200 2
-3 -7 -4 -4 801 0 -
-5 02 03 801 -6 50 1
303 -5 202 -3 402 0 -
0 210 40 0 0
- 1 2 - -
3 4 5xij 1 2
1
2
3
4
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Vogel Initial Programming Method
-6 2003 -5 -2 -7 0 -
-3 -7 -4 -4 801 0 -
-5 02 03 801 -6 50
303 -5 202 -3 402 0 -
0 10 40 0 0
- - -
4 5
1
xij 1 2 3
2
3
4
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Vogel Initial Programming Method
-6 2003 -5 -2 -7 0 -
-3 -7 -4 -4 801 0 -
-5 102 403 801 -6 0 -
303 -5 202 -3 402 0 -
0 0 0 0 0
- - - - -
4
bj
ai
1
2
3
xij 1 2 3 4 5
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Content – Streamlined Simplex Method
Distribution Method
Finding the Initial Solution
Introduction
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Potential System
𝑝𝑖𝑗 = 𝑐𝑖𝑗 − 𝑣𝑗 + 𝑢𝑖• 𝑝𝑖𝑗 parameters for the
tied elements, arealways 0
• Have to choose one rowor column arbitrary
• The order:– Red– Orange– Green
306 1603 05 02 107 0
03 07 04 04 801 6
05 502 03 801 06 1
03 05 602 03 302 5
6 3 7 2 7
4 5
2
xij 1 2 3
3
4
vj
ui
1
• In our example the solution of the Dantzig method is used
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Potential System
𝑝𝑖𝑗 = 𝑐𝑖𝑗 − 𝑣𝑗 + 𝑢𝑖• The numbers: amount
of expected change of the sum (𝑍) value
• Choose the lowestelement which is below0
• If the lowest element is 0, or positive, then thesum will not decrease
-25 02 0
33 107 34 84 6
05 -33 06 1
23 75 63 5
6 3 7 2 7
1 2 3
4
vj
5 ui
1
2
3
4
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Polygon on the matrix
• A polygon is need to setup on the matrix
• A corner is on thechosen element (now33)
• Other corners on tied elements
• Sign the corners by ‚+’ and ‚-’ alternately
• Start with ‚+’ and thechosen element
+ -
+
-
- +
1
2
3
4
30
80
xij 1 2 3 4 5
160
50
60 30
80
10
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Current optimum
• The minimum of the ‚-’ signed elements is need tobe chosen
• Then this amount is needto add to the ‚+’ signedelements and extract fromthe ‚-’ signed ones
• The decrease of the 𝑍 is themultiplication of thechosen potential number, and the chosen amount
30 170
80
40 10 80
50 40
5
1
2
3
4
xij 1 2 3 4
30 ∗ 6 + 170 ∗ 3 + 80 ∗ 1 + 40 ∗ 2 + 20 ∗ 3 + 80 ∗ 1 + 50 ∗ 2 + 40 ∗ 2 = 1140
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Potential System
306 1703 05 02 07 0
03 07 04 04 801 3
05 402 103 801 06 1
03 05 502 03 402 2
6 3 4 2 4
3
4
vj
1
2
4 5 uixij 1 2 3• The order:
– Red
– Orange
– Green
– Purple
– Blue
– Brown
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Potential System
15 02 37 0
03 77 34 54 3
05 36 1
-13 45 33 2
6 3 4 2 4
3
4
vj
ui
1
2
1 2 3 4 5pij
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Polygon on the matrix
- +
+
-
+ -4
5
1
2
3
xij 1 2 3 4
30 170
80
40 10 80
50 40
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Current optimum
200
80
10 40 80
30 20 40
4 5
1
2
3
xij 1 2 3
4
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Potential System
• The order:
– Red
– Orange
– Green
– Purple
– Blue
– Brown
06 2003 05 02 07 0
03 07 04 04 801 3
05 102 403 801 06 1
303 05 202 03 402 2
5 3 4 2 4
4
vj
5 ui
1
2
3
xij 1 2 3 4
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Potential System
16 15 02 37 0
13 77 34 54 3
15 36 1
45 33 2
5 3 4 2 4
3 4 5 ui
1
pij 1 2
2
3
4
vj
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Optimal solution
200
80
10 40 80
30 20 40
1 2 3 4 5
1
xij
2
3
4
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Content
Excersises
Streamlined Simplex Method
Introduction
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• Dummy supply or destination has needed to introduce
– Analyse the column and row summarises
– Introduce the supply OR destination what is needed
– The dummy supply or destination is an artificiallocation, which means that the needs are not fulfilled
• When a ij route is not feasible
– In the matrix usually signed by M
– In Solver a special condition is needed
Excersises – Practical Methods
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• Conditions
– Row summarisies need to be equal
– Column summarisies need to be equal
– Nonnegativity cretiria
– Special criteria for infeasible routes
• Nonnegativity: 𝑥𝑖𝑗 ≥ 0 ∀𝑖, 𝑗
• Special criteria: 𝑥𝑖𝑗 ≤ 0 for infeasible routes
• If 𝑥𝑖𝑗 ≥ 0 and 𝑥𝑖𝑗 ≤ 0, then 𝑥𝑖𝑗 = 0 for infeasible routes
Excersises – Solver
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BME FACULTY OF TRANSPORTATION ENGINEERING AND VEHICLE ENGINEERING32708-2/2017/INTFIN COURSE MATERIAL SUPPORTED BY EMMI
Dr. Tibor SIPOS Ph.D.Dr. Árpád TÖRÖK Ph.D.Zsombor SZABÓ
email: [email protected]
BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS